+10.5%
DIS vs PDD
+199.6%
-189.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +4.4% | -1.0% | +5.4% | +4.5% |
| 30D | +10.3% | -2.4% | +12.7% | +10.5% |
| 3M | +15.5% | -14.6% | +30.2% | +16.9% |
| 6M | +11.2% | -19.6% | +30.8% | +12.8% |
| YTD | +5.6% | -30.0% | +35.6% | +8.2% |
| 1Y | +7.7% | -42.5% | +50.3% | +12.0% |
| 3Y | +39.3% | -27.2% | +66.5% | +39.3% |
| 5Y | -29.5% | -8.2% | -21.3% | -34.6% |
| All | +10.5% | +199.6% | -189.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling